A First Course In Statistical Learning

Supervised statistical learning is based on the widely used linear models that model a response as a linear combination of explanatory variables. Initially this subject develops an elegant unified theory for a quantitative response that includes the estimation of model parameters, hypothesis testing using analysis of variance, model selection, diagnostics on model assumptions, and prediction. Some classification methods for qualitative responses are then developed. This subject then considers computational techniques, including the EM algorithm. Bayes methods and Monte-Carlo methods are considered. The subject concludes by considering some unsupervised learning techniques.